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BNP Paribas Call 38000 DJI 20.09..../  DE000PN45KF9  /

EUWAX
6/24/2024  12:22:13 PM Chg.+0.08 Bid12:41:08 PM Ask12:41:08 PM Underlying Strike price Expiration date Option type
8.05EUR +1.00% 8.07
Bid Size: 17,000		 8.12
Ask Size: 17,000		 DOW JONES INDUSTRIAL... 38,000.00 - 9/20/2024 Call
 

Master data

WKN: PN45KF
Issuer: BNP PARIBAS
Currency: EUR
Underlying: DOW JONES INDUSTRIAL AVERAGE INDEX
Type: Warrant
Option type: Call
Strike price: 38,000.00 -
Maturity: 9/20/2024
Issue date: 6/22/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: European
Quanto: No
Gearing: 48.82
Leverage: Yes

Calculated values

Fair value: 16.85
Intrinsic value: 11.50
Implied volatility: -
Historic volatility: 0.10
Parity: 11.50
Time value: -3.48
Break-even: 38,802.00
Moneyness: 1.03
Premium: -0.01
Premium p.a.: -0.04
Spread abs.: 0.05
Spread %: 0.63%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 7.94
High: 8.05
Low: 7.94
Previous Close: 7.97
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.43%
1 Month  
+1.00%
3 Months
  -4.62%
YTD  
+12.43%
1 Year  
+39.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.97 7.29
1M High / 1M Low: 7.97 6.59
6M High / 6M Low: 8.56 6.57
High (YTD): 5/20/2024 8.56
Low (YTD): 4/25/2024 6.57
52W High: 5/20/2024 8.56
52W Low: 10/27/2023 2.42
Avg. price 1W:   7.59
Avg. volume 1W:   0.00
Avg. price 1M:   7.41
Avg. volume 1M:   71.43
Avg. price 6M:   7.61
Avg. volume 6M:   12.10
Avg. price 1Y:   6.66
Avg. volume 1Y:   5.91
Volatility 1M:   67.14%
Volatility 6M:   47.14%
Volatility 1Y:   75.00%
Volatility 3Y:   -